BNP Paribas Put 80 HOLN 20.12.2024
/ DE000PC6NTX0
BNP Paribas Put 80 HOLN 20.12.202.../ DE000PC6NTX0 /
| 2024-08-07 3:21:07 PM |
Chg.-0.230 |
Bid4:19:55 PM |
Ask4:19:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.640EUR |
-26.44% |
0.660
Bid Size: 25,000 |
0.670
Ask Size: 25,000 |
HOLCIM N |
80.00 CHF |
2024-12-20 |
Put |
Master data
| WKN: |
PC6NTX |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-14 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.87 |
| Intrinsic value: |
0.84 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.21 |
| Parity: |
0.84 |
| Time value: |
0.04 |
| Break-even: |
77.15 |
| Moneyness: |
1.11 |
| Premium: |
0.00 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.01 |
| Spread %: |
1.15% |
| Delta: |
-0.74 |
| Theta: |
-0.01 |
| Omega: |
-6.49 |
| Rho: |
-0.24 |
Quote data
| Open: |
0.800 |
| High: |
0.800 |
| Low: |
0.640 |
| Previous Close: |
0.870 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+77.78% |
| 1 Month |
|
|
+42.22% |
| 3 Months |
|
|
-5.88% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.870 |
0.360 |
| 1M High / 1M Low: |
0.870 |
0.280 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.667 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.401 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
305.04% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
